+82.1%
CHRW vs LTH
+234.6%
-152.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.6% | +1.2% |
| 7D | +4.7% | -4.6% | +9.4% | +5.6% |
| 30D | -2.6% | +14.8% | -17.4% | -5.1% |
| 3M | -8.0% | +3.9% | -11.9% | -8.8% |
| 6M | -19.0% | +35.5% | -54.5% | -23.5% |
| YTD | -15.5% | +71.3% | -86.8% | -24.0% |
| 1Y | -10.8% | +75.7% | -86.5% | -20.2% |
| All | +82.1% | +234.6% | -152.5% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling